A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems: The Ergodic Case (Q3988954)

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scientific article; zbMATH DE number 33612
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A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems: The Ergodic Case
scientific article; zbMATH DE number 33612

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    A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems: The Ergodic Case (English)
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    28 June 1992
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    ergodic control
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    Monte Carlo method
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    good estimators
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    robustness
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    sensitivity estimators
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